+1,216.8%
QBTS vs M
+158.0%
+1,058.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.4% | -3.4% |
| 7D | -10.5% | +7.0% | -17.5% | -12.6% |
| 30D | -20.5% | +8.9% | -29.4% | -23.1% |
| 3M | -54.3% | +4.5% | -58.8% | -55.3% |
| 6M | -55.4% | +36.2% | -91.6% | -60.5% |
| YTD | -63.4% | +15.1% | -78.6% | -65.9% |
| 1Y | -59.1% | +27.4% | -86.6% | -63.8% |
| 3Y | +1,216.8% | +160.1% | +1,056.7% | +771.5% |
| All | +1,216.8% | +158.0% | +1,058.8% | +771.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling